HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 414.5 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.24
Theta: -0.47
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 412.75 | 6.05 | -0.5 | 27.77 | 233 | 27 | 114 | |||||||||
| 21 Sept | 413.05 | 6.45 | 1 | 22.28 | 468 | 37 | 87 | |||||||||
| 18 Sept | 408.60 | 5.55 | 0.5 | 25.38 | 116 | -8 | 50 | |||||||||
| 14 Sept | 398.75 | 3.5 | -0.35 | 24.32 | 48 | -15 | 48 | |||||||||
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| 17 Aug | 394.35 | 12.6 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
For Hindustan Petroleum Corp - strike price 414.5 expiring on 30SEP2025
Delta for 414.5 CE is 0.47
Historical price for 414.5 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 6.05, which was -0.5 lower than the previous day. The implied volatity was 27.77, the open interest changed by 27 which increased total open position to 114
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 6.45, which was 1 higher than the previous day. The implied volatity was 22.28, the open interest changed by 37 which increased total open position to 87
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 5.55, which was 0.5 higher than the previous day. The implied volatity was 25.38, the open interest changed by -8 which decreased total open position to 50
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 24.32, the open interest changed by -15 which decreased total open position to 48
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 12.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| HINDPETRO 30SEP2025 414.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.24
Theta: -0.31
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 6.7 | -0.75 | 24.30 | 252 | 35 | 84 |
| 21 Sept | 413.05 | 7.35 | -2.55 | 25.93 | 191 | 27 | 50 |
| 18 Sept | 408.60 | 9.65 | -7 | 24.37 | 43 | 12 | 21 |
| 14 Sept | 398.75 | 18.95 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 394.35 | 30.8 | 0 | - | 0 | 0 | 0 |
For Hindustan Petroleum Corp - strike price 414.5 expiring on 30SEP2025
Delta for 414.5 PE is -0.53
Historical price for 414.5 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 6.7, which was -0.75 lower than the previous day. The implied volatity was 24.30, the open interest changed by 35 which increased total open position to 84
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 7.35, which was -2.55 lower than the previous day. The implied volatity was 25.93, the open interest changed by 27 which increased total open position to 50
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 9.65, which was -7 lower than the previous day. The implied volatity was 24.37, the open interest changed by 12 which increased total open position to 21
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 18.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 30.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
